9 citations · 12 across the 2 of their papers we have counts for
2 papers
math.OC2015★ 3 cited
Nonlinear stochastic multiarmed bandit problems with inexact oracle
Alexander Gasnikov, Ekaterina Krymova, Anastasia Lagunovskaya +2
In the paper we consider one point and two point multiarmed bamdit problems. In other words we consider the online stochastic convex optimization problems with oracle that return t…
math.OC2014★ 9 cited
Gradient-free prox-methods with inexact oracle for stochastic convex optimization problems on a simplex
Alexander Gasnikov, Anastasia Lagunovskaya, Ilnura Usmanova +1
In the paper we show that euclidian randomization in some situations (i.e. for gradient-free method on a simplex) can be as good as the randomization on the unit sphere in 1-norm.…